Performance evaluation of algorithms for black-derman-toy lattice
Year of publication: |
1999
|
---|---|
Other Persons: | Abaffy, Jozsef (contributor) ; Black, Fischer (contributor) ; Derman, Emanuel (contributor) ; Toy, William (contributor) |
Published in: |
Current topics in quantitative finance : with 23 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 3-7908-1231-5. - 1999, p. 1-12
|
Subject: | Theorie | Theory | Algorithmus | Algorithm | Performance-Messung | Performance measurement |
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